Last Update: 30 June 2022

Implementing the US Inflation Protection Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 7 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 94.00% of times

All the returns are calculated over the available historical serie, starting from June 1991 until June 2022.

In order to have complete information about the portfolio, please refer to the US Inflation Protection Portfolio: ETF allocation and returns page.

Rolling Returns

US Inflation Protection Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.48 23.02
Jan 1995 - Dec 1995
-9.37
Nov 1993 - Oct 1994
16.30%
2 Years
6.26 18.28
Sep 1991 - Aug 1993
-2.64
Jan 2013 - Dec 2014
6.00%
3 Years
6.07 14.69
Jun 2000 - May 2003
-2.34
Jan 2013 - Dec 2015
3.55%
4 Years
6.05 12.57
Feb 2000 - Jan 2004
-0.83
Dec 2012 - Nov 2016
3.07%
5 Years
5.99 11.54
Jan 2000 - Dec 2004
-0.28
Dec 2012 - Nov 2017
2.23%
6 Years
6.01 10.71
Jun 1997 - May 2003
-0.41
Dec 2012 - Nov 2018
1.32%
7 Years
6.00 10.58
Apr 1997 - Mar 2004
0.61
Feb 2012 - Jan 2019
0.00%
8 Years
6.00 10.30
Oct 1994 - Sep 2002
1.63
Dec 2011 - Nov 2019
0.00%
9 Years
6.06 10.06
Nov 1994 - Oct 2003
1.88
May 2013 - Apr 2022
0.00%
10 Years
6.14 9.83
Nov 1994 - Oct 2004
1.57
Jul 2012 - Jun 2022
0.00%
11 Years
6.19 9.67
Jun 1992 - May 2003
2.45
Jul 2011 - Jun 2022
0.00%
12 Years
6.18 10.02
Jun 1991 - May 2003
2.85
Jul 2010 - Jun 2022
0.00%
13 Years
6.16 9.47
Jul 1991 - Jun 2004
3.33
Jul 2009 - Jun 2022
0.00%
14 Years
6.12 9.45
Jul 1991 - Jun 2005
2.99
Jul 2008 - Jun 2022
0.00%
15 Years
6.12 8.65
Aug 1991 - Jul 2006
3.53
Mar 2004 - Feb 2019
0.00%
16 Years
6.11 8.58
Apr 1992 - Mar 2008
3.72
Apr 2004 - Mar 2020
0.00%
17 Years
6.11 8.77
Jul 1991 - Jun 2008
3.46
Jul 2005 - Jun 2022
0.00%
18 Years
6.14 8.26
Dec 1994 - Nov 2012
3.77
Jul 2004 - Jun 2022
0.00%
19 Years
6.17 8.24
Jul 1991 - Jun 2010
3.76
Jul 2003 - Jun 2022
0.00%
20 Years
6.18 8.32
Aug 1991 - Jul 2011
4.31
Jul 2002 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.48% +23.02%
Jan 1995 - Dec 1995
-9.37%
Nov 1993 - Oct 1994
16.30%
59 out of 362
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.26% +18.28%
Sep 1991 - Aug 1993
-2.64%
Jan 2013 - Dec 2014
6.00%
21 out of 350
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.07% +14.69%
Jun 2000 - May 2003
-2.34%
Jan 2013 - Dec 2015
3.55%
12 out of 338
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.05% +12.57%
Feb 2000 - Jan 2004
-0.83%
Dec 2012 - Nov 2016
3.07%
10 out of 326
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.99% +11.54%
Jan 2000 - Dec 2004
-0.28%
Dec 2012 - Nov 2017
2.23%
7 out of 314
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.01% +10.71%
Jun 1997 - May 2003
-0.41%
Dec 2012 - Nov 2018
1.32%
4 out of 302
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.00% +10.58%
Apr 1997 - Mar 2004
+0.61%
Feb 2012 - Jan 2019
0.00%
0 out of 290
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.00% +10.30%
Oct 1994 - Sep 2002
+1.63%
Dec 2011 - Nov 2019
0.00%
0 out of 278
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.06% +10.06%
Nov 1994 - Oct 2003
+1.88%
May 2013 - Apr 2022
0.00%
0 out of 266
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.14% +9.83%
Nov 1994 - Oct 2004
+1.57%
Jul 2012 - Jun 2022
0.00%
0 out of 254
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.19% +9.67%
Jun 1992 - May 2003
+2.45%
Jul 2011 - Jun 2022
0.00%
0 out of 242
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.18% +10.02%
Jun 1991 - May 2003
+2.85%
Jul 2010 - Jun 2022
0.00%
0 out of 230
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.16% +9.47%
Jul 1991 - Jun 2004
+3.33%
Jul 2009 - Jun 2022
0.00%
0 out of 218
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.12% +9.45%
Jul 1991 - Jun 2005
+2.99%
Jul 2008 - Jun 2022
0.00%
0 out of 206
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.12% +8.65%
Aug 1991 - Jul 2006
+3.53%
Mar 2004 - Feb 2019
0.00%
0 out of 194
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.11% +8.58%
Apr 1992 - Mar 2008
+3.72%
Apr 2004 - Mar 2020
0.00%
0 out of 182
16 Years Annualized Rolling Returns over time
16 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.11% +8.77%
Jul 1991 - Jun 2008
+3.46%
Jul 2005 - Jun 2022
0.00%
0 out of 170
17 Years Annualized Rolling Returns over time
17 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.14% +8.26%
Dec 1994 - Nov 2012
+3.77%
Jul 2004 - Jun 2022
0.00%
0 out of 158
18 Years Annualized Rolling Returns over time
18 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.17% +8.24%
Jul 1991 - Jun 2010
+3.76%
Jul 2003 - Jun 2022
0.00%
0 out of 146
19 Years Annualized Rolling Returns over time
19 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.18% +8.32%
Aug 1991 - Jul 2011
+4.31%
Jul 2002 - Jun 2022
0.00%
0 out of 134
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the US Inflation Protection Portfolio: ETF allocation and returns page.

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